Printed from https://ideas.repec.org/n/nep-mst/2024-07-15.html
Report NEP-MST-2024-07-15
This is the archive for NEP-MST, a report on new working papers in the area of Market Microstructure. Thanos Verousis issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-MST
The following items were announced in this report:
- Antonio Briola & Silvia Bartolucci & Tomaso Aste, 2024, "HLOB -- Information Persistence and Structure in Limit Order Books," Papers, arXiv.org, number 2405.18938, May, revised Jun 2024.
- Hamza Bodor & Laurent Carlier, 2024, "A Novel Approach to Queue-Reactive Models: The Importance of Order Sizes," Papers, arXiv.org, number 2405.18594, May.
- Johannes Bleher & Michael Bleher, 2024, "An Algebraic Framework for the Modeling of Limit Order Books," Papers, arXiv.org, number 2406.04969, Jun.
- Kerssenfischer, Mark & Helmus, Caspar, 2024, "Outages in sovereign bond markets," Working Paper Series, European Central Bank, number 2944, Jun.
- Zoltan Eisler & Johannes Muhle-Karbe, 2024, "Optimizing Broker Performance Evaluation through Intraday Modeling of Execution Cost," Papers, arXiv.org, number 2405.18936, May, revised Jun 2024.
- Item repec:boa:wpaper:2024 is not listed on IDEAS anymore
- Corinne Powers, 2024, "A Tick-by-Tick Solution for Concentrated Liquidity Provisioning," Papers, arXiv.org, number 2405.18728, May.